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ACM

AlphaCrest Capital Management Portfolio holdings

AUM $1.64B
1-Year Est. Return 23.4%
This Fund
S&P 500
This Quarter Est. Return
+5.63%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.22B
AUM Growth
-$424M
Cap. Flow
-$500M
Cap. Flow %
-40.96%
Top 10 Hldgs %
7.5%
Holding
1,457
New
219
Increased
326
Reduced
684
Closed
227

Top Buys

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$13.5M
2
RY icon
Royal Bank of Canada
RY
+$10.2M
3
TD icon
Toronto Dominion Bank
TD
+$10.2M
4
SCHW
Charles Schwab
SCHW
+$5.19M
5
PEP icon
PepsiCo
PEP
+$5.15M

Top Sells

Rank Stock Value
1
UNH icon
UnitedHealth
UNH
+$8.33M
2
ACN icon
Accenture
ACN
+$7.83M
3
SBUX icon
Starbucks
SBUX
+$7.77M
4
MAR icon
Marriott International
MAR
+$7.2M
5
CTSH icon
Cognizant
CTSH
+$6.59M

Sector Composition

Rank Sector Weight
1 Financials 16.3%
2 Technology 15.36%
3 Industrials 12.27%
4 Healthcare 11.64%
5 Consumer Discretionary 11.53%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TPR icon
451
Tapestry
TPR
$30.8B
$842K 0.07%
+31,220
New +$814K
SFM icon
452
Sprouts Farmers Market
SFM
$8.13B
$840K 0.07%
43,415
-22,838
-34% -$442K
ZTS icon
453
Zoetis
ZTS
$32.4B
$838K 0.07%
+6,328
New +$786K
MYOK
454
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$838K 0.07%
11,500
-4,200
-27% -$255K
LVS icon
455
Las Vegas Sands
LVS
$31.7B
$837K 0.07%
12,128
-39,070
-76% -$2.44M
BURL icon
456
Burlington
BURL
$23.2B
$834K 0.07%
3,659
-521
-12% -$109K
CCOI icon
457
Cogent Communications
CCOI
$676M
$828K 0.07%
12,586
-11,914
-49% -$720K
DVN icon
458
Devon Energy
DVN
$52.1B
$828K 0.07%
31,892
-44,466
-58% -$1M
TNL icon
459
Travel + Leisure Co
TNL
$4.66B
$828K 0.07%
16,018
-24,015
-60% -$1.15M
HOG icon
460
Harley-Davidson
HOG
$2.58B
$827K 0.07%
22,226
+626
+3% +$23.3K
URI icon
461
United Rentals
URI
$67.2B
$827K 0.07%
4,957
-2,248
-31% -$327K
AXON
462
Axon Enterprise
AXON
$42.5B
$826K 0.07%
11,274
-6,758
-37% -$428K
EXP icon
463
Eagle Materials
EXP
$6.29B
$825K 0.07%
9,100
-4,860
-35% -$445K
MXL icon
464
MaxLinear
MXL
$6.06B
$823K 0.07%
38,800
+6,400
+20% +$133K
FBIN icon
465
Fortune Brands Innovations
FBIN
$5.88B
$820K 0.07%
14,685
-2,547
-15% -$134K
FHN icon
466
First Horizon
FHN
$12.2B
$820K 0.07%
49,512
-27,086
-35% -$440K
CENTA icon
467
Central Garden & Pet Co Class A
CENTA
$2.37B
$819K 0.07%
34,875
-40,750
-54% -$915K
IDCC icon
468
InterDigital
IDCC
$7.87B
$816K 0.07%
14,979
-28,855
-66% -$1.59M
MWA icon
469
Mueller Water Products
MWA
$3.95B
$812K 0.07%
67,793
+28,593
+73% +$327K
PRI icon
470
Primerica
PRI
$9.98B
$812K 0.07%
6,217
+804
+15% +$104K
APD icon
471
Air Products & Chemicals
APD
$65.7B
$811K 0.07%
3,452
-12,406
-78% -$2.8M
CUBE icon
472
CubeSmart
CUBE
$9.39B
$811K 0.07%
25,751
-8,508
-25% -$273K
BMCH
473
DELISTED
BMC Stock Holdings, Inc
BMCH
$809K 0.07%
28,200
-82,300
-74% -$2.31M
AMT icon
474
American Tower
AMT
$80.8B
$807K 0.07%
3,510
-15,692
-82% -$3.42M
GIL icon
475
Gildan
GIL
$10.3B
$807K 0.07%
27,334
-57,454
-68% -$1.68M
17 18
19
20 21

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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CCP
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AlphaCrest Capital Management's Q4 2019 Portfolio in Review

As of Q4 2019, AlphaCrest Capital Management held 1,457 positions worth $1.22B, down 26% from $1.64B the previous quarter. Its ten largest holdings account for 7.5% of the portfolio.

AlphaCrest Capital Management withdrew a net $500M in Q4 2019, closing 227 positions and reducing 684 holdings. Its most notable exit was American Express, an estimated $5.75M position sold in full.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 14% a quarter earlier, followed by Technology and Industrials.

Against the trend, AlphaCrest Capital Management opened a new position in Scotiabank worth $4.17M.

  • AlphaCrest Capital Management's largest Q4 2019 buy was Scotiabank: 73,725 shares worth $4.17M.
  • AlphaCrest Capital Management added most to Oracle in Q4 2019, an estimated $13.5M increase.
  • AlphaCrest Capital Management's biggest Q4 2019 reduction was UnitedHealth, cutting an estimated $8.33M.
  • AlphaCrest Capital Management fully exited American Express in Q4 2019, selling an estimated $5.75M.
  • AlphaCrest Capital Management's ten largest holdings make up 7.5% of its $1.22B portfolio in Q4 2019.
  • AlphaCrest Capital Management opened 219 new positions and closed 227 in Q4 2019.
  • AlphaCrest Capital Management's portfolio value fell 26% quarter-over-quarter to $1.22B.

Based on AlphaCrest Capital Management's 13F filing for Q4 2019, filed 12 Feb 2020.